Piero Mazzarisi

A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market

Paolo Barucca, Piero Mazzarisi, Daniele Tantari et al. · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2018 · 52 citations · Full text

Business, Economics, Finance +14

Measuring market efficiency: The Shannon entropy of high-frequency financial time series

Andrey Shternshis, Piero Mazzarisi, Stefano Marmi · Chaos Solitons & Fractals · 2022 · 44 citations · Full text

Business, Economics, Finance +15

Betweenness centrality for temporal multiplexes

Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2021 · 35 citations · Full text

Computing, Visualization, Computer Networks +12

New centrality and causality metrics assessing air traffic network interactions

Piero Mazzarisi, Silvia Zaoli, Fabrizio Lillo et al. · Journal of Air Transport Management · 2020 · 31 citations · Full text

Engineering, Aerospace Engineering, Causal Inference +14

Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages

Piero Mazzarisi, Silvia Zaoli, Carlo Campajola et al. · Use Siena air (University of Siena) · 2020 · 26 citations · Full text

Business, Business Economics, Economics +15